Nations Taildex Index Performance
| TDEX Index | 12.48 0.76 6.48% |
The index secures a Beta (Market Risk) of 0.0, which conveys not very significant fluctuations relative to the market. the returns on MARKET and Nations TailDex are completely uncorrelated.
Nations TailDex Relative Risk vs. Return Landscape
If you would invest 1,535 in Nations TailDex on April 26, 2025 and sell it today you would lose (287.00) from holding Nations TailDex or give up 18.7% of portfolio value over 90 days. Nations TailDex is generating negative expected returns and assumes 8.1084% volatility on return distribution over the 90 days horizon. Simply put, 72% of indexs are less volatile than Nations, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Nations TailDex Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nations TailDex's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as Nations TailDex, and traders can use it to determine the average amount a Nations TailDex's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0018
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | TDEX |
Estimated Market Risk
| 8.11 actual daily | 72 72% of assets are less volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Nations TailDex is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Nations TailDex by adding Nations TailDex to a well-diversified portfolio.
| Nations TailDex generated a negative expected return over the last 90 days | |
| Nations TailDex has high historical volatility and very poor performance |